+13,114.2%
UPRO vs DGX
+488.0%
+12,626.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.0% |
| 7D | +1.5% | -0.3% | +1.8% | +1.8% |
| 30D | -3.7% | -1.2% | -2.5% | -2.6% |
| 3M | +8.0% | +19.9% | -11.9% | -12.6% |
| 6M | +38.7% | +19.2% | +19.4% | +11.6% |
| YTD | +29.5% | +37.5% | -7.9% | -12.3% |
| 1Y | +46.1% | +31.3% | +14.8% | +2.5% |
| 3Y | +229.1% | +96.6% | +132.5% | +37.1% |
| 5Y | +136.0% | +64.3% | +71.7% | +21.4% |
| 10Y | +1,155.3% | +241.1% | +914.1% | +171.4% |
| All | +13,114.2% | +488.0% | +12,626.2% | +1,508.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling